+216.4%
TER vs CGNX
-25.4%
+241.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | +0.1% |
| 7D | +6.4% | +3.2% | +3.2% | +4.4% |
| 30D | -5.7% | +6.0% | -11.7% | -8.8% |
| 3M | -0.4% | +3.5% | -3.9% | -0.9% |
| 6M | +25.8% | +26.3% | -0.5% | +13.5% |
| YTD | +96.4% | +79.2% | +17.2% | +37.3% |
| 1Y | +229.2% | +43.8% | +185.4% | +160.6% |
| 3Y | +288.1% | +52.0% | +236.2% | +179.7% |
| All | +216.4% | -25.4% | +241.8% | +217.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CGNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling